Summary
The iSTOXX® MUTB Minimum Variance indices seek to minimize risk by reducing the volatility in a portfolio. The index optimizes the benchmark index with respect to volatility. During the optimization, constraints are enforced with the aim of staying close to the underlying index and ensuring tradability.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISMGMVU
Calculation
Realtime
Dissemination Period
00:00-22:00 CET
ISIN
CH0389352151
Bloomberg ID
BBG00J7HHGP2
Last Value
584.99
-2.47 (-0.42%)
As of CET
Week to Week Change
-1.17%
52 Week Change
7.08%
Year to Date Change
-0.91%
Daily Low
584.67
Daily High
587.27
52 Week Low
518.46 — 12 Oct 2022
52 Week High
621.59 — 5 May 2023
Top 10 Components
| Cencora | Personal Care, Drug and Grocery Stores | US |
| MONDELEZ | Food, Beverage and Tobacco | US |
| Gilead Sciences Inc. | Health Care | US |
| WALMART INC. | Retail | US |
| Johnson & Johnson | Health Care | US |
| Colgate-Palmolive Co. | Personal Care, Drug and Grocery Stores | US |
| Hershey Co. | Food, Beverage and Tobacco | US |
| General Mills Inc. | Food, Beverage and Tobacco | US |
| Lockheed Martin Corp. | Industrial Goods and Services | US |
| Procter & Gamble Co. | Personal Care, Drug and Grocery Stores | US |
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Low
High
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